GMs playing in Games

In theory yes, but exactly my point; it's troublesome and somewhat petty not
to trust the GMs.

I am unconcerned that any tampering or undue prying would occur.

It really comes down to playing honorably; does anyone play World in Flames
or Empires at Arms?

These are both long running boardgames that need to be set up and remain
undisturbed at someones house, etc for MONTHS at a time.

You have to trust the "host" not to tamper with the board in both cases.

Same principle, to a degree, in the MEPBM sense.

After all, a stolen victory is no victory at all.